ts 0 D Create three portfolios based on the returns of actual securities. Calculate statistics to analyze the performance of three portfolios. Calculate the Sharpe ratio of each portfolio. Interpret the results of the regression and portfolio performance analyses. Download monthly stock holding period returns (RET) for the period January 1, 2016, through December 31, 2022, from CRSP (through WRDS) for (1) your assigned company in assignment 1 and four other stocks (of your choosing), and (2) both the equally- weighted market index with distributions (EWRETD) and the value- weighted index (VWRETD). Download this data as a single SAS dataset. (Make sure you include the ticker variable). . Upload your dataset to SAS OnDemand and perform the following: Analysis 1: Calculate the returns of three portfolios, all portfolio should include all five stocks, with the weights summing to one. Each stock must be included in the portfolio (that is, each weight must be greater than zero)